Further remarks on robust estimation in dependent situations
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Publication:1254800
DOI10.1214/aos/1176344568zbMath0399.62038OpenAlexW2045547842MaRDI QIDQ1254800
Publication date: 1979
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344568
Related Items (10)
\(M\)-estimation for dependent random variables ⋮ Asymptotic behavior of \(L\)-statistics for a large class of time series ⋮ Noise benefits to robust M-estimation of location in dependent observations ⋮ One‐step M‐estimators in the linear model, with dependent errors ⋮ Robustness against unexpected dependence in the location model ⋮ Asymptotic behavior of regression quantiles in non-stationary, dependent cases ⋮ \(M\)-estimation of linear models with dependent errors ⋮ Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables ⋮ Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series ⋮ The change-of-variance function for dependent data
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